Related papers: Knowing when to stop: how noise frees us from dete…
We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…
Questions of noise stability play an important role in hardness of approximation in computer science as well as in the theory of voting. In many applications, the goal is to find an optimizer of noise stability among all possible partitions…
This work aims to control the dynamics of certain non-Newtonian fluids in a bounded domain of $\mathbb{R}^d$, $d=2,3$ perturbed by a multiplicative Wiener noise, the control acts as a predictable distributed random force, and the goal is to…
An optimal dynamical decoupling of a quantum system coupled to a noisy environment must take into account also the imperfections of the control pulses. We present a new formalism which describes, in a closed-form expression, the evolution…
Despite the huge number of neurons composing a brain network, ongoing activity of local cell assemblies composing cortical columns is intrinsically stochastic. Fluctuations in their instantaneous rate of spike firing $\nu(t)$ scale with the…
In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations…
In this paper, the optimal control for discrete-time systems driven by fractional noises is studied. A stochastic maximum principle is obtained by introducing a backward stochastic difference equation contains both fractional noises and the…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
In this thesis we aim to analyze and quantify the energetic and information contents that can be extracted from a dynamical system subject to the external environment. The latter is usually assumed to be deleterious for the feasibility of…
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
The issue of whether we make decisions freely has vexed philosophers for millennia, Resolving this is vital for solving a diverse range of problems, from the physiology of how the brain makes decisions (and how we assign moral…
This paper investigates the distributionally robust filtering of signals generated by state-space models driven by exogenous disturbances with noisy observations in finite and infinite horizon scenarios. The exact joint probability…
In this article, we study the nonlinear Fokker-Planck (FP) equation that arises as a mean-field (macroscopic) approximation of bounded confidence opinion dynamics, where opinions are influenced by environmental noises and opinions of…
We analyze dynamical systems subjected to an additive noise and their deterministic limit. In this work, we will introduce a notion by which a stochastic system has something like a Markov partition for deterministic systems. For a chosen…
We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of…
Dynamical behaviors of a dissipative particle in a periodic potential subject to chaotic noise are reported. We discovered a macroscopic symmetry breaking effect of chaotic noise on a dissipative particle in a multi-stable systems emerging,…
Simple dynamical systems -- with a small number of degrees of freedom -- can behave in a complex manner due to the presence of chaos. Such systems are most often (idealized) limiting cases of more realistic situations. Isolating a small…
We study the collective motion of self-propelled particles affected by the spatial-dependent noise based on the Vicsek rules. Only the particles inside the special region will affected by noise. The consideration of the spatial-dependent…